+4,049.5%
YUM vs IONS
+222.4%
+3,827.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -4.0% | -8.7% | +4.6% | -3.4% |
| 30D | -0.1% | -1.6% | +1.5% | 0.0% |
| 3M | -4.3% | -24.9% | +20.6% | -2.6% |
| 6M | -8.7% | -25.7% | +16.9% | -7.1% |
| YTD | -3.1% | -29.2% | +26.1% | -1.1% |
| 1Y | +1.0% | -13.0% | +14.0% | +1.4% |
| 3Y | +21.0% | +35.9% | -15.0% | +15.6% |
| 5Y | +22.9% | +54.5% | -31.6% | +14.8% |
| 10Y | +177.6% | +93.1% | +84.4% | +147.2% |
| All | +4,049.5% | +222.4% | +3,827.1% | +3,117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling